lasso_select
Select the most relevant independent variables for a dependent variable using LASSO with cross-validation, AIC, or BIC, providing validated evidence for causal decision-making.
Instructions
LASSO-based variable selection. Validation: validated evidence tier (known-truth, reference, external-parity, or Monte Carlo artifact).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| x | Yes | Candidate independent variables. | |
| y | Yes | Dependent variable column. | |
| eps | No | Ratio of lambda_min / lambda_max. | |
| tol | No | Convergence tolerance. | |
| seed | No | Random seed for CV fold assignment. | |
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| method | No | How to choose the regularisation parameter lambda. | cv |
| n_folds | No | Number of cross-validation folds (only for ``method="cv"``). | |
| verbose | No | Print progress. | |
| max_iter | No | Maximum coordinate descent iterations per lambda. | |
| n_lambda | No | Number of lambda values in the grid. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||